✦ LIBER ✦

Volatility and cross correlation across major stock markets

✍ Scribed by Latha Ramchand; Raul Susmel

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Correlation in price changes and volatil

✍ A. Christofi; A. Pericli 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 127 KB

Volatility Reversion and Correlation Str

✍ Panayiotis Theodossiou; Emel Kahya; Gregory Koutmos; Andreas Christofi 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 955 KB

Stochastic correlation across internatio

✍ Clifford A Ball; Walter N Torous 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 205 KB

Common volatility in major stock index f

✍ G. Geoffrey Booth; Mustafa Chowdhury; Teppo Martikainen 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 559 KB

RELATIONSHIP BETWEEN VOLATILITY AND EXPE

✍ Panayiotis Theodossiou; Unro Lee 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 582 KB

Idiosyncratic volatility and cross-secti

✍ Gilbert V. Nartea; Bert D. Ward; Lee J. Yao 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 198 KB